Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47703.45 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46308.47 Kr¶

PnL: ---------------------------------------> -580.1 Kr¶

DD now: ---------------------------------> -1.905 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:13:05.768495'

Anic Portfolio¶

Today¶

Return: 0.567 %¶

This Week¶

Return: -0.437 %¶

Total¶

Return: 56.169 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.750000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 18.570000 820.000000 147.000000 21.840000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -2.810000 3052.400000 81.400000 2.740000 2971.000006
SAAB B 8 0.540000 3426.400000 49.400000 1.460000 3377.000000
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Corem Property Group B 59 -0.100000 616.550000 39.550000 6.850000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.050000 392.200000 37.200000 10.480000 355.000000
Resurs Holding 22 0.150000 602.800000 28.800000 5.020000 573.999998
AcadeMedia 12 0.000000 585.600000 28.600000 5.130000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Intrum 4 1.810000 539.800000 12.800000 2.430000 527.000000
Nordea Bank Abp 29 -0.100000 3465.500000 11.500000 0.330000 3453.999992
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Swedbank A 3 -0.910000 574.500000 10.500000 1.860000 564.000000
Securitas B 6 0.270000 580.320000 10.320000 1.810000 570.000000
Boozt 12 -0.430000 1660.800000 6.800000 0.410000 1653.999996
Essity A 4 3.220000 1154.000000 5.000000 0.440000 1149.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
OEM International B 7 -1.300000 530.600000 2.600000 0.490000 527.999997
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Essity B 2 2.790000 574.800000 0.800000 0.140000 574.000000
Coor Service Management Hold. 8 -0.450000 532.800000 0.800000 0.150000 532.000000
CTEK 13 0.050000 529.360000 -4.640000 -0.870000 533.999999
Handelsbanken A 5 -0.740000 535.750000 -10.250000 -1.880000 546.000000
Midsona B 63 -0.110000 560.700000 -22.300000 -3.830000 582.999984
International Petroleum Corp. 5 0.720000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 4.410000 557.050000 -55.950000 -9.130000 612.999432
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Axfood 13 -2.220000 3497.000000 -259.000000 -6.900000 3756.000001
Ovzon 52 1.320000 2797.600000 -564.400000 -16.790000 3361.999992
TOTAL 46308.470000 -580.100000 -1.90508% 46888.564618

Updated:¶

'2023-01-26 09:13:18.305838'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶